We present a novel diffractive optical element, the quantum dot array diffraction grating (QDADG), used in soft x-ray spectroscopy. Because of its sinusoidal transmission it effectively suppress higher order diffractions, which can improve the precision and SNR of soft x-ray spectroscopy in laser plasma diagnosis. There are, however, many difficulties in the fabrication of a soft x-ray spectroscopy QDADG because of its small dimensions and complex pattern. We propose a hybrid lithography to fabricate a QDADG, including electron-beam lithography and x-ray lithography. The diffraction property of the QDADG is also proved to be consistent with a theoretical prediction using experiments.